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Morgan Stanley Call 80 AAP 20.12..../  DE000MB70DS7  /

Stuttgart
25/06/2024  14:54:30 Chg.0.000 Bid15:12:08 Ask15:12:08 Underlying Strike price Expiration date Option type
0.390EUR 0.00% 0.390
Bid Size: 10,000		 0.420
Ask Size: 7,500		 Advance Auto Parts 80.00 - 20/12/2024 Call
 

Master data

WKN: MB70DS
Issuer: Morgan Stanley
Currency: EUR
Underlying: Advance Auto Parts
Type: Warrant
Option type: Call
Strike price: 80.00 -
Maturity: 20/12/2024
Issue date: 06/06/2023
Last trading day: 20/12/2024
Ratio: 10:1
Exercise type: American
Quanto: No
Gearing: 14.15
Leverage: Yes

Calculated values

Fair value: 0.16
Intrinsic value: 0.00
Implied volatility: 0.57
Historic volatility: 0.38
Parity: -1.92
Time value: 0.43
Break-even: 84.30
Moneyness: 0.76
Premium: 0.39
Premium p.a.: 0.95
Spread abs.: 0.03
Spread %: 7.50%
Delta: 0.33
Theta: -0.03
Omega: 4.66
Rho: 0.08
 

Quote data

Open: 0.400
High: 0.400
Low: 0.390
Previous Close: 0.390
Turnover: -
Market phase: -
 
  All quotes in EUR

Performance

1 Week     0.00%
1 Month
  -45.83%
3 Months
  -76.07%
YTD
  -48.00%
1 Year
  -61.76%
3 Years     -
5 Years     -
10 Years     -
1W High / 1W Low: 0.440 0.360
1M High / 1M Low: 0.690 0.350
6M High / 6M Low: 1.750 0.350
High (YTD): 21/03/2024 1.750
Low (YTD): 14/06/2024 0.350
52W High: 21/03/2024 1.750
52W Low: 17/11/2023 0.330
Avg. price 1W:   0.402
Avg. volume 1W:   0.000
Avg. price 1M:   0.444
Avg. volume 1M:   0.000
Avg. price 6M:   0.888
Avg. volume 6M:   0.000
Avg. price 1Y:   0.845
Avg. volume 1Y:   0.000
Volatility 1M:   266.93%
Volatility 6M:   152.60%
Volatility 1Y:   152.98%
Volatility 3Y:   -